This study is designed to evaluate the efficacy, safety and tolerance of the combination of HIVIG (administered intrapartum and to the newborn within 12 hours of birth), and ZDV (administered intrapartum and to the newborn for 6 weeks following delivery), compared to IVIG and ZDV, administered similarly, for the reduction of HIV infection in infants born to HIV-infected women who are receiving ZDV during pregnancy for medical indications. The secondary aims of this study are: To establish the pharmacokinetics of the HIVIG preparation by measuring HIV-specific antibody (quantitative p24 antibody) in a small subset of pregnant women. To evaluate maternal virologic and immunologic factors involved in HIV transmission from mother or infant, and the influence of HIVIG on HIV perinatal transmission. To compare other methods for detection of HIV including polymerase chain reaction (PCR) detection of HIV DNA and placental RNA in situ hybridization to HIV culture. To evaluate the response of selected laboratory markers of HIV infection (plasma viremia and cell culture, p24 antigen, and CD4 count) and HIV- associated symptoms during pregnancy and through 78 weeks postpartum in women receiving HIVIG compared to those receiving standard IVIG. To evaluate the safety and tolerance of HIVIG when administered in combination with ZDV to pregnant HIV-infected women. To evaluate the safety and tolerance of HIVIG when administered in combination with ZDV (given for 6 weeks after delivery) to infants with perinatal HIV exposure.